+221.5%
ALLE vs RRC
+63.1%
+158.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -0.6% | -10.3% | +9.7% | +0.3% |
| 30D | +26.6% | +19.5% | +7.1% | +24.4% |
| 3M | +13.2% | +27.9% | -14.7% | +10.4% |
| 6M | +42.9% | +21.2% | +21.7% | +39.8% |
| YTD | +21.0% | +39.6% | -18.5% | +16.7% |
| 1Y | +15.2% | +31.3% | -16.1% | +11.6% |
| 3Y | +95.6% | +51.9% | +43.7% | +85.2% |
| 5Y | +53.4% | +110.2% | -56.7% | +38.5% |
| 10Y | +221.5% | +56.7% | +164.8% | +161.2% |
| All | +221.5% | +63.1% | +158.4% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling